Related papers: Dimension of Fractional Brownian motion with varia…
Follow-up comment by the author: Theorem 2.2 in this paper is a special case of Theorems 1.1 and 4.1 in the article "Weighted thermodynamic formalism on subshifts and applications", Asian J. Math. 16 (2012), by J. Barral and D. J. Feng. In…
In this article we calculate the Hausdorff dimension of the set \begin{equation*} \mathcal{F}(\Phi )=\left\{ x\in \lbrack 0,1):\begin{aligned}a_{n+1}(x)a_n(x) \geq \Phi(n) \ {\rm for \ infinitely \ many \ } n\in \mathbb N \ {\rm and } \\…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
Hausdorff and box dimension are two familiar notions of fractal dimension. Box dimension can be larger than Hausdorff dimension, because in the definition of box dimension, all sets in the cover have the same diameter, but for Hausdorff…
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We determine the Hausdorff dimension of sets of irrationals in $(0,1)$ whose partial quotients in semi-regular continued fractions obey certain restrictions and growth conditions. This result substantially generalizes that of the second…
We prove that the Hausdorff dimension of the graph of a prevalent continuous function is 2. We also indicate how our results can be extended to the space of continuous functions on $[0,1]^d$ for $d \in \mathbb{N}$ and use this to obtain…
For $0<\alpha<1$ let $V(\alpha)$ denote the supremum of the numbers $v$ such that every $\alpha$-H\"older continuous function is of bounded variation on a set of Hausdorff dimension $v$. Kahane and Katznelson (2009) proved the estimate $1/2…
The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…
In this article, we investigate the fractal dimension of the graph of the mixed Riemann-Liouville fractional integral for various choice of continuous functions on a rectangular region. We estimate bounds for the box dimension and the…
We show that the almost sure $\theta$-intermediate dimension of the image of the set $F_p =\{0, 1,\frac{1}{2^p},\frac{1}{3^p},\ldots\}$ under index-$h$ fractional Brownian motion is $\frac{\theta}{ph+\theta}$, a value that is smaller than…
We show that the Hausdorff dimension of the boundary of $d$-dimensional super-Brownian motion is $0$, if $d=1$, $4-2\sqrt2$, if $d=2$, and $(9-\sqrt{17})/2$, if $d=3$.
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this…
In this paper we will consider the LAN property for both the Hurst parameter $H>3/4$ and the variance of the fractional Brownian motion plus an independent standard Brownian motion (called mixed fractional Brownian motion) with…
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…
In many low-dimensional dynamical systems transport coefficients are very irregular, perhaps even fractal functions of control parameters. To analyse this phenomenon we study a dynamical system defined by a piece-wise linear map and…
The Hausdorff fractal dimension has been a fast-to-calculate method to estimate complexity of fractal shapes. In this work, a modified version of this fractal dimension is presented in order to make it more robust when applied in estimating…
We investigate a quasisymmetrically invariant counterpart of the topological Hausdorff dimension of a metric space. This invariant, called the topological conformal dimension, gives a lower bound on the topological Hausdorff dimension of…